Constrained optimization involves a set of Lagrange multipliers, as
described in First-Order Optimality Measure. Solvers return estimated
Lagrange multipliers in a structure. The structure is called lambda
,
since the conventional symbol for Lagrange multipliers is the Greek
letter lambda (λ). The structure separates
the multipliers into the following types, called fields:
lower
, associated with lower bounds
upper
, associated with upper bounds
eqlin
, associated with linear equalities
ineqlin
, associated with linear
inequalities
eqnonlin
, associated with nonlinear
equalities
ineqnonlin
, associated with nonlinear
inequalities
To access, for example, the nonlinear inequality field
of a Lagrange multiplier structure, enter lambda.inqnonlin
.
To access the third element of the Lagrange multiplier associated
with lower bounds, enter lambda.lower(3)
.
The content of the Lagrange multiplier structure depends on
the solver. For example, linear programming has no nonlinearities,
so it does not have eqnonlin
or ineqnonlin
fields.
Each applicable solver's function reference pages contains a description
of its Lagrange multiplier structure under the heading "Outputs."